Empirical distribution function for mixing random variables. application in nonparametric hazard estimation

DOI10.1080/02331888908802207zbMath0687.62036OpenAlexW1976937019MaRDI QIDQ4206236

Philippe Vieu, Pascal Sarda

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802207

zbMATH Keywords

consistencydensity estimationhazard functionempirical distribution functiondependence structurephi-mixinguniform rate of convergencemultivariate random variablecompact set of density kernel estimatesgeneralization of Glivenko-Cantelli theoremhazard kernel estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items

Bandwidth choice for nonparametric hazard rate estimation ⋮ Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ Density estimation for Markov chains ⋮ Consistency of kernel density estimators for causal processes ⋮ Quadratic errors for nonparametric estimates under dependence ⋮ Nonparametric estimation of the hazard function under dependence conditions ⋮ Smoothing parameter selection in hazard estimation ⋮ Nonparametric Estimation for the Hazard Function ⋮ Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples

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